On the role of optimality functions in numerical optimal control.
Elijah PolakPublished in: Annu. Rev. Control. (2011)
Keyphrases
- optimal control
- average cost
- control problems
- dynamic programming
- risk sensitive
- control strategy
- feedback control
- infinite horizon
- class of nonlinear systems
- filled function method
- brownian motion
- optimal solution
- reinforcement learning
- stochastic control
- control law
- lyapunov function
- optimal control problems
- knapsack problem
- markov decision processes
- optimal policy
- linear programming